A high-level interpreted language, primarily intended for numerical computations

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Octave

GNU Octave is a high-level language, primarily intended for numerical computations. It provides a convenient command line interface for solving linear and nonlinear problems numerically, and for performing other numerical experiments using a language that is mostly compatible with Matlab. It may also be used as a batch-oriented language.

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Free
Autor: 
http://www.gnu.org/software/octave/